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scientific article; zbMATH DE number 1773865
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scientific article; zbMATH DE number 1773865

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    DOI
    10.2307/2669476
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    author
    Qiwei Yao
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    Zong-Wu Cai
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    Jianqing Fan
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    publication date
    30 July 2002
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    Mathematics Subject Classification ID
    62M10
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    62G08
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    62J02
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    zbMATH DE Number
    1773865
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    zbMATH Keywords
    alpha-mixing
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    asymptotic normality
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    bootstrap
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    forecasting
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    good-ness-of-fit test
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    nonlinear time series
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    varying-coefficient models
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    local linear regression
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